-49.2%
CHTR vs MOD
+34.0%
-83.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.3% | -4.8% | -8.1% |
| 7D | -15.8% | +3.6% | -19.4% | -15.8% |
| 30D | -12.7% | -2.6% | -10.0% | -12.7% |
| 3M | -1.1% | -33.1% | +32.1% | +0.3% |
| 6M | -39.9% | -7.5% | -32.4% | -41.9% |
| YTD | -35.9% | +39.3% | -75.2% | -41.6% |
| 1Y | -49.2% | +34.3% | -83.4% | -52.4% |
| All | -49.2% | +34.0% | -83.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling